3.60Open3.75Pre Close118 Volume64 Open Interest177.50Strike Price33.53KTurnover43.59%IV2.19%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4286Delta0.0468Gamma65.58Leverage Ratio-0.4033Theta-0.0085Rho-28.11Eff Leverage0.0757Vega